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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for immunization

Many immunization strategies have been proposed to prevent infectious viruses from spreading through a network. In this study, we propose efficient immunization strategies to prevent a default contagion that might occur in a financial network. An essential difference from the previous studies on immunization strategy i…

2013-08-03abs ↗pdf ↗

AdvImmune improves certifiable robustness of GNNs against adversarial attacks.

problem Vulnerability of graph neural networks to adversarial attacks.
method Proposes AdvImmune, an algorithm that optimizes with meta-gradient to improve certifiable robustness.
result Remarkably improves the ratio of robust nodes by 12%, 42%, 65% with an affordable immune budget of only 5% edges.

In their seminal work Carr and Lee (2008) show how to robustly price and replicate a variety of claims written on the quadratic variation of a risky asset under the assumption that the asset's volatility process is independent of the Brownian motion that drives the asset's price. Additionally, they propose a correlatio…

2018-09-26abs ↗pdf ↗

Estimates vaccine effectiveness and immune correlates in TND studies with missing data.

problem Confounding and missing data in TND studies of vaccine effectiveness and immune correlates.
method Targeted maximum likelihood estimation using a semiparametric logistic regression model.
result Valid causal inference of vaccine effectiveness and immune correlates in TND studies with missing exposure data.

DeepRC uses Hopfield networks and attention to classify immune repertoires.

problem Classifying the vast number of immunosequences of an individual.
method Integrates transformer-like attention into deep learning architectures.
result DeepRC outperforms other methods in predictive performance.

Paper uses bond pricing and convexity adjustments to explain herd immunity paradox.

problem Early onset of herd immunity contradicts R value estimates from early stage growth.
method Utilizes Vasicek's bond pricing formula and de Finetti's Theorem approach.
result Reduces modeling discrepancy to simple convexity formulas.

Background. In Italy, in recent years, vaccination coverage for key immunizations as MMR has been declining to worryingly low levels. In 2017, the Italian Gov't expanded the number of mandatory immunizations introducing penalties to unvaccinated children's families. During the 2018 general elections campaign, immunizat…

2019-12-31abs ↗pdf ↗

Bayesian optimization of antibodies learns from immune system evolution.

problem Efficiently optimizing antibody sequences in a large space of possibilities.
method Bayesian optimization guided by a generative model of evolving antibody sequences.
result CloneBO optimizes antibodies more efficiently than previous methods.

In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers fee…

2010-04-22abs ↗pdf ↗

A new PGA algorithm ensures stable, robust, and noise-immune solutions for non-negative inverse problems.

problem Stable convergence and suboptimal solutions in inverse problems due to negative values and high sensitivity to hyperparameters.
method A novel multiplicative update proximal gradient algorithm (SSO-PGA) that enforces non-negativity and boundedness through a learnable sigmoid-based operator.
result Significantly surpasses traditional PGA and other state-of-the-art algorithms in performance and stability.

Major histocompatibility complex class two (MHC-II) molecules are trans-membrane proteins and key components of the cellular immune system. Upon recognition of foreign peptides expressed on the MHC-II binding groove, helper T cells mount an immune response against invading pathogens. Therefore, mechanistic identificati…

2017-12-01abs ↗pdf ↗

Method estimates shared and study-specific factors for multi-study data.

problem Covariance estimation for multi-study data with shared and study-specific components.
method Spectral decomposition for latent factors, surrogate Bayesian regressions for loadings and variances.
result Strong frequentist guarantees and superior performance in simulations and real data.

We develop a novel multi-fidelity framework that goes far beyond the classical AR(1) Co-kriging scheme of Kennedy and O'Hagan (2000). Our method can handle general discontinuous cross-correlations among systems with different levels of fidelity. A combination of multi-fidelity Gaussian Processes (AR(1) Co-kriging) and …

2016-04-26abs ↗pdf ↗

Computational Intelligence (CI) is a sub-branch of Artificial Intelligence paradigm focusing on the study of adaptive mechanisms to enable or facilitate intelligent behavior in complex and changing environments. There are several paradigms of CI [like artificial neural networks, evolutionary computations, swarm intelli…

2010-06-09abs ↗pdf ↗

We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized experiments. These key features include best linear predictors of the effects using machine learning proxies, average effects sorted by impact groups, and average characteristics of most and least impacted units.…

2017-12-13abs ↗pdf ↗

Current Neural Architecture Search techniques can suffer from a few shortcomings, including high computational cost, excessive bias from the search space, conceptual complexity or uncertain empirical benefits over random search. In this paper, we present ImmuNeCS, an attempt at addressing these issues with a method tha…

2019-11-18abs ↗pdf ↗

Topological data analysis aims to extract topological quantities from data, which tend to focus on the broader global structure of the data rather than local information. The Mapper method, specifically, generalizes clustering methods to identify significant global mathematical structures, which are out of reach of man…

2019-10-17abs ↗pdf ↗

New framework boosts neural network performance and resilience.

problem Susceptibility of compact neural network implementations to system disturbances.
method Realistic crossbar simulations and Mosaics framework to re-use synaptic connections.
result Compact neural networks are noise-immune and perform well under disturbances.

Phylogenetic tree inference using deep DNA sequencing is reshaping our understanding of rapidly evolving systems, such as the within-host battle between viruses and the immune system. Densely sampled phylogenetic trees can contain special features, including "sampled ancestors" in which we sequence a genotype along wit…

2018-05-28abs ↗pdf ↗

Improved GPLVM model for single-cell RNA-seq data.

problem Lack of effective scalable models for clustering cell types in large-scale single-cell RNA-seq data.
method Introduces amortized stochastic variational Bayesian GPLVM (BGPLVM) tailored for single-cell RNA-seq.
result Matches the performance of scVI on synthetic and real-world datasets and reveals more interpretable latent structures.

Antibodies are a critical part of the immune system, having the function of directly neutralising or tagging undesirable objects (the antigens) for future destruction. Being able to predict which amino acids belong to the paratope, the region on the antibody which binds to the antigen, can facilitate antibody design an…

2018-06-12abs ↗pdf ↗

Novel ML approach optimizes large portfolios without covariance matrix issues.

problem Static and dynamic portfolio optimization for many assets.
method Machine learning for constrained optimization, avoiding covariance matrix computation.
result Significant excess returns in U.S. and China equity markets.

The Knowledge Base (KB) used for real-world applications, such as booking a movie or restaurant reservation, keeps changing over time. End-to-end neural networks trained for these task-oriented dialogs are expected to be immune to any changes in the KB. However, existing approaches breakdown when asked to handle such c…

2018-05-03abs ↗pdf ↗

Proposes a bond portfolio solution for managing interest rate risk.

problem Managing long-term assets and liabilities under interest rate risk.
method Proposes a bond portfolio solution based on ambiguity-averse preferences, accommodating various constraints and interest rate perturbations.
result Optimal portfolio can be computed as a simple generalized least squares problem, enhancing out-of-sample performance.

Topologically protected vortex knots and links are proposed and proven.

problem Decaying of tangled vortex structures through local reconnections and strand crossings.
method Proposed and proven topologically protected vortex structures using non-Abelian topological vortices.
result Existence of topologically protected Q8Q_8-colored links and classification using the QQ-invariant.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

We study the performance of stochastically trained deep neural networks (DNNs) whose synaptic weights are implemented using emerging memristive devices that exhibit limited dynamic range, resolution, and variability in their programming characteristics. We show that a key device parameter to optimize the learning effic…

2017-11-09abs ↗pdf ↗

We revisit the Blind Deconvolution problem with a focus on understanding its robustness and convergence properties. Provable robustness to noise and other perturbations is receiving recent interest in vision, from obtaining immunity to adversarial attacks to assessing and describing failure modes of algorithms in missi…

2018-03-21abs ↗pdf ↗

Real world systems typically feature a variety of different dependency types and topologies that complicate model selection for probabilistic graphical models. We introduce the ensemble-of-forests model, a generalization of the ensemble-of-trees model. Our model enables structure learning of Markov random fields (MRF) …

2013-12-17abs ↗pdf ↗